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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+56.76%
3d Period Avg+74.84%
swing±23.37%
LONG MEXC · now
+10.96%
3d avg:+10.96%
SHORT KuCoin · nowFFUSDTM
+67.72%
3d avg:+85.80%
Entry Spread Now
+0.023%
Eaten by executionL 0.1307 · S 0.1308+$2.29 if it converges
24h range −0.13%…+0.26% · median +0.10%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$45.47
+0.45%
$Avg Daily PnL
+$20.49
+0.2049%
★Best Day
+$24.33
Sep 27
◎Open Interest
MEXC$12.09M
KuCoin$8.55M⚡Funding APR
+74.79%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
18.7h
to break even
◧24h Volume
MEXC$158.7KKuCoin$802.4KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.